The space of convex projective structures has been well studied with respect to the topological entropy. But, to better understand the geometry of the structure, we study the entropy of the Sinai-Ruelle-Bowen measure and show that it is a continuous function.
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48 results for “Continuous Structural Entropy”
Proposes HypCSE for enhanced hierarchical clustering.
problem Challenges in existing hierarchical clustering methods.
method Hyperbolic Continuous Structural Entropy (HypCSE) neural networks.
result Superior performance on seven datasets.
Inference, Prediction, and Entropy-Rate Estimation of Continuous-time, Discrete-event Processescond-mat.stat-mech
New methods for inferring, predicting, and estimating continuous-time, discrete-event processes.
problem Inferring, predicting, and estimating entropy rate of continuous-time, discrete-event processes.
method Bayesian structural inference extended with neural networks.
result Methods are competitive for prediction and entropy-rate estimation with state-of-the-art.
Review of correlation-based financial networks and entropy measures.
problem Understanding the dynamics of financial markets through correlation networks.
method Analysis of empirical correlation matrices and entropy measures.
result Entropy measures help in continuous monitoring of financial networks.
New algorithm estimates semi-continuous data density using entropy maximization.
problem Estimating density functions for semi-continuous data.
method Maximum entropy principle, requiring only constraint function samples.
result Estimate has significantly less bias compared to existing methods.
Extends specific relative entropy to multidimensional continuous martingales.
problem Mutual singularity of martingale laws in continuous time.
method Extension of specific relative entropy from one to multiple dimensions, including closed-form expressions for simple examples.
result Establishes that the lower bound on specific relative entropy from Gantert carries over to higher dimensions and is tight.
Study optimal investment strategies with entropy regularization in volatile markets.
problem Optimal portfolio selection under stochastic volatility with constraints.
method Entropy-regularized relaxed controls, dynamic programming, nonlinear PDEs.
result Existence of classical solutions to nonlinear HJB equation for value function.
Unique continuation result for expanding Ricci solitons.
problem Unique continuation of expanding Ricci solitons.
method Optimal relative integral convergence rate, relative entropy.
result Well-defined relative entropy for expanding solitons.
Study Transformer layers under cross-entropy training using mean field control.
problem Understanding the behavior of Transformer layers in cross-entropy training.
method Continuous-depth mean field control analysis, treating depth as time and layer parameters as controls.
result Derivation of a Pontryagin condition for the limiting population problem, involving the softmax residual.
We study the cross-entropy method (CEM) for the non-convex optimization of a continuous and parameterized objective function and introduce a differentiable variant that enables us to differentiate the output of CEM with respect to the objective function's parameters. In the machine learning setting this brings CEM insi…
Geodesic flows on compact manifolds without conjugate points are shown to have a unique measure of maximal entropy.
problem Analyzing geodesic flows on compact manifolds without conjugate points and with visibility universal covering.
method Using topological mixing, local product structure, and properties of geodesic flows, the authors prove the existence of an expansive factor and uniqueness of measure of maximal entropy.
result The geodesic flow on compact manifolds without conjugate points has a unique measure of maximal entropy.
New entropy flow method extends generalization bounds for all Markov algorithms.
problem Understanding generalization error for Markov algorithms.
method Unified framework using continuous-time approximation and modified logarithmic Sobolev inequalities.
result Established new connections between generalization error and ergodic properties of Markov processes.
Entropy regularization improves policy optimization in reinforcement learning.
problem Improving policy optimization in reinforcement learning.
method Entropy regularization is introduced to soften the greedy policy towards a more diverse softmax policy, leading to a continuously parameterized algorithm that interpolates between policy gradient and Q-learning.
result An intermediate algorithm can improve performance in reinforcement learning.
New method trains normalizing flows using entropy-regularized transport.
problem Training continuous normalizing flows efficiently.
method Formulates flows as gradients of scalar potentials, training only these potentials.
result Trains normalizing flows without explicit flow computation during training.
Study of focal-entropy for class-imbalanced classification.
problem Understanding the focal-loss in class-imbalanced settings.
method Distributional viewpoint and information-theoretic analysis of focal-entropy.
result Focal-entropy minimizer exists and departs from data distribution.
This work optimizes RL algorithms using entropy regularisation for continuous-time LQ problems.
problem Designing RL algorithms to balance exploration and exploitation in noisy environments.
method Entropy regularisation in two formulations: exploratory control and proximal policy update.
result Regret of for both learning algorithms over episodes.
Reinforcement learning for continuous-time risk-sensitive asset allocation
problem Continuous-time risk-sensitive asset allocation
method Free energy-entropy duality reformulation and -learning actor-critic method
result Optimal policy learning with high accuracy
New algorithm improves causal effect estimation for continuous treatments.
problem Observational causal inference with continuous treatments.
method End-to-end entropy balancing for maximizing causal inference accuracy.
result Our algorithm estimates causal effect more accurately than baseline.
Insider trading is reduced when penalized, affecting expected penalties in a non-monotone way.
problem Reducing insider trading behavior when insiders face legal penalties.
method Characterized via a backward stochastic differential equation (BSDE) with a non-linear operator.
result The insider's expected penalties are non-monotone in the fee structure and determined by relative entropy.
The article examines entropy-information inequalities for continuous-time Markov chains under curvature-dimension conditions.
problem Proving Li-Yau inequalities and modified logarithmic Sobolev inequalities for reversible Markov chains.
method Introducing the condition and deriving entropy-information inequalities.
result Derives functional inequalities relating entropy to Fisher information.
Paper proposes a policy-search algorithm to learn entropy-maximizing exploration policies in reward-free environments.
problem Reward-free learning in high-dimensional, continuous-control domains.
method Maximum Entropy POLicy optimization (MEPOL) algorithm that maximizes a non-parametric state entropy estimate.
result MEPOL learns a maximum-entropy exploration policy that facilitates learning various reward-based tasks.
AR-DAE approximates entropy gradient for machine learning models.
problem Intractable computation of entropy gradient for continuous distributions.
method Amortized residual denoising autoencoder (AR-DAE) to approximate entropy gradient.
result AR-DAE provides an unbiased gradient approximation for entropy.
Develops correlation number for specific potentials and Hitchin representations.
problem Analyzing correlation numbers for potentials with entropy gaps and Hitchin representations.
method Defines a correlation number for pairs of cusped Hitchin representations and explores its connection to the Manhattan curve.
result Establishes a connection between the correlation number and the Manhattan curve, revealing rigidity properties.
Dynamical Morse entropymath.DS
Entropy of critical points generalizes Morse theory.
problem Extending Morse theory to group actions.
method Entropy of homologically detectable critical points.
result Entropy lower bound on critical points.
CPR adds entropy maximization to improve continual learning methods.
problem Catastrophic forgetting in continual learning.
method Classifier-Projection Regularization (CPR) adds an entropy maximization term to existing regularization methods.
result CPR improves accuracy and plasticity in continual learning methods.
The goal of the present work is twofold. First we prove the existence of an Hilbert Manifold structure on the space of immersed oriented closed surfaces with three derivatives in in an arbitrary sub-manifold of an euclidian space . Second, using this Hilbert manifold structure, we prove a lower semi co…
This paper uses normalizing flows to approximate transport maps between densities.
problem Approximating transport maps between given densities.
method Construct time-dependent controls using normalizing flows.
result Provides bounds on the number of switches for piecewise constant approximations.
Neural network MCMC sampler maximizes proposal entropy for efficient sampling.
problem Inefficient sampling from complex probability distributions.
method Proposes a neural network MCMC sampler that maximizes proposal entropy.
result Significantly higher efficiency in various sampling tasks.
Study bounds topological entropy of toroidal attractors.
problem Bounding entropy of toroidal attractors.
method Analyzing topological properties of toroidal sets to bound entropy.
result Entropy of toroidal attractors is bounded from below.
Structured entropy improves classification performance on structured targets.
problem Cross-entropy loss fails to account for target variable structure.
method Proposes structured entropy, a generalization of entropy using random partitions.
result Structured cross-entropy loss yields better results on classification problems with known structure.
Geodesic flows of compact higher genus surfaces without conjugate points have expansive factorsmath.DS
Geodesic flows on certain surfaces are shown to be semi-conjugate to expansive flows.
problem Understanding geodesic flows on compact surfaces without conjugate points.
method Time-preserving semi-conjugation to a continuous expansive flow.
result Geodesic flows on compact surfaces without conjugate points of genus > 1 have a unique measure of maximal entropy.
We give a notion of entropy for general gemetric structures, which generalizes well-known notions of topological entropy of vector fields and geometric entropy of foliations, and which can also be applied to singular objects, e.g. singular foliations, singular distributions, and Poisson structures. We show some basic p…
Study uses actor-critic method for continuous-time mean-field control with entropy regularisation.
problem Continuous-time mean-field control in reinforcement learning.
method Actor-critic approach with entropy regularisation, value function alternation, and Wasserstein space parametrisation.
result Derives exact parametrisation of actor and critic functions in linear-quadratic mean-field framework.
Financial markets, being spectacular examples of complex systems, display rich correlation structures among price returns of different assets. The correlation structures change drastically, akin to phase transitions in physical phenomena, as do the influential stocks (leaders) and sectors (communities), during market e…
Improved pre-trained embeddings through effective entropy maximization.
problem Developing high-quality pre-trained embeddings for future tasks.
method E2MC criterion defined in terms of low-dimensional constraints.
result Significant improvement in downstream performance.
Maps on infinite-type surfaces linked to 3-manifold flows.
problem Understanding maps on infinite-type surfaces using 3-manifold flows.
method Using pseudo-Anosov flows to construct maps from fibered hyperbolic 3-manifolds.
result Maps on infinite-type surfaces can be derived from fibered structures in 3-manifolds.
In the article, we generalize some recent results of Colding and Minicozzi on generic singularities of mean curvature flow to curved ambient spaces. To do so, we make use of a weighted monotonicity formula to derive an "almost monotonicity" for the entropy upon embedding into . We are also lead to study the co…
Entropy data replaces classical charts for smooth manifolds.
problem Establishing smooth structures on topological manifolds.
method Using entropy data to define admissible coordinate functions and reconstruct smooth atlases.
result Entropy-smooth structures are equivalent to classical smooth structures and stable under perturbations.
Ensuring Monotonic Policy Improvement in Entropy-regularized Value-based Reinforcement Learningcs.LG
This paper improves reinforcement learning policies in a scalable way.
problem Ensuring monotonic policy improvement in entropy-regularized RL.
method Derives an entropy-aware lower bound and proposes a novel RL algorithm.
result Demonstrates effectiveness in continuous-state tasks using a linear function approximator.
Ancient Ricci flows with nonnegative curvature operator have bounded entropy.
problem Conditions for bounded entropy in ancient Ricci flows.
method Used Perelman's entropy and Hamilton's trace Harnack inequality.
result Curvature operator nonnegativity is not necessary for bounded entropy.
Optimal control in latent factor models uses Tsallis entropy for exploration.
problem Optimal control in models with latent factors.
method Reward exploration with Tsallis entropy and derive -Gaussian distribution over states.
result Optimal policy derived in a model-agnostic setting.
New approach to portfolio optimization shows entropy regularization is ineffective.
problem Entropy regularization in mean-variance portfolio optimization under drift uncertainty.
method Combining Bayesian filtering and stochastic policy optimization.
result Entropy regularization does not accelerate learning about unknown drift.
The paper interprets policy-gradient algorithms using continuation theory.
problem Optimizing nonconvex functions in reinforcement learning.
method Formulates policy optimization as optimization by continuation, interprets policy-gradient algorithms as implicitly optimizing deterministic policies.
result Exploration in policy-gradient algorithms is seen as computing a continuation of the return of the policy.
Bayesian Markowitz portfolio problem shows entropy regularization is ineffective.
problem Entropy regularization in Bayesian Markowitz portfolio optimization.
method Combines continuous-time Bayesian filtering with stochastic policy optimization.
result Entropy regularization does not accelerate learning of unknown drift.
Let be a continuous map between a compact real analytic Kähler manifold and a compact complex {hyperbolic manifold} . In this paper we give a lower bound of the diastatic entropy of in terms of the diastatic entropy of and the degree of . When the lower bound i…
Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth and invertible transformation that maps a simple distribution to the desired ma…
We investigate entropy as a financial risk measure. Entropy explains the equity premium of securities and portfolios in a simpler way and, at the same time, with higher explanatory power than the beta parameter of the capital asset pricing model. For asset pricing we define the continuous entropy as an alternative meas…
Study of entropy-regularized LQG MFGs with exploratory actions.
problem Optimizing multi-population mean field games with entropy regularization.
method Introduced exploratory actions and derived optimal action distributions.
result Optimal action distributions lead to ε-Nash equilibria in finite-population MFGs.